Help with modelling rocket fin
Personally I would do this with simple mesh modeling.

Start with one vertex and Extrude it to create faces. F2 add-on (bundled with Blender) could be your friend here.

After making the shape you will need to snap it to selected edge on Rocket body.



At the end you can use this method: How to make a circular array using offset object as center? to position your fins and add Solidify modifier.